I have shot my buddys glock .357 sig which was nice, but I am looking to buy the XD for myself...Which do yall perfer the .357 or .40. Isnt the ammo for the .357sig a little more expensive and a little harder to find?

Yes you can, but it is recommended to use the correct magazine when doing the conversion... Honestly I wouldn't rely on a converted .40 for self defense, but if you wanted to go shoot some paper with 9mm its fine. Even with using all the correct parts, people would still have issues with it being 100% reliable. It seems that there are some differences with the extractor and ejector that require tweaking to solve all the problems.

Best prices seem to be at gun shows for the XD's lately... but Budsgunshop is usually really competitive, and I noticed that Elk Castle in west Fort Worth had good prices on their XD's, if you wanted something local.

BTW: my XD9sc has become my favorite pistol by far. I'm thinking about picking up its .40 twin soon